+34.0%
HDB vs DAR
+367.0%
-333.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -6.0% | -3.6% |
| 7D | -2.0% | -0.9% | -1.2% | -1.9% |
| 30D | -4.9% | +13.0% | -17.8% | -7.4% |
| 3M | -2.3% | +15.0% | -17.3% | -5.5% |
| 6M | -23.7% | +26.8% | -50.6% | -28.1% |
| YTD | -38.5% | +86.4% | -124.9% | -46.7% |
| 1Y | -36.5% | +115.1% | -151.6% | -47.1% |
| 3Y | -28.5% | +14.6% | -43.1% | -32.9% |
| 5Y | -37.4% | -8.8% | -28.6% | -39.8% |
| 10Y | +34.0% | +356.5% | -322.5% | -22.3% |
| All | +34.0% | +367.0% | -333.0% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling